Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47915.63 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46520.68 Kr¶

PnL: ---------------------------------------> -367.89 Kr¶

DD now: ---------------------------------> -1.469 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 12:56:15.861212'

Anic Portfolio¶

This Week¶

Return: 0.023 %¶

Total¶

Return: 56.89 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.480000 3224.000000 253.000000 8.520000 2971.000006
HEBA B 70 2.540000 2824.500000 188.500000 7.150000 2636.000010
Corem Property Group B 59 1.150000 620.680000 43.680000 7.570000 576.999999
AcadeMedia 12 0.770000 597.840000 40.840000 7.330000 557.000004
Samhällsbyggnadsbo. i Norden B 20 3.000000 392.000000 37.000000 10.420000 355.000000
MedCap 2 2.470000 456.000000 35.000000 8.310000 421.000000
Boozt 12 0.000000 1686.000000 32.000000 1.930000 1653.999996
HMS Networks 2 2.630000 702.800000 29.800000 4.430000 673.000000
OEM International B 7 1.280000 553.000000 25.000000 4.730000 527.999997
Resurs Holding 22 -0.440000 598.400000 24.400000 4.250000 573.999998
FM Mattsson Mora Group B 50 -0.840000 2950.000000 23.000000 0.790000 2927.000000
SAAB B 8 -1.280000 3396.000000 19.000000 0.560000 3377.000000
Eastnine 4 0.000000 508.800000 17.800000 3.630000 491.000000
Intrum 4 1.490000 544.000000 17.000000 3.230000 527.000000
Norva24 Group 16 -0.570000 556.800000 13.800000 2.540000 543.000000
Coor Service Management Hold. 8 1.790000 544.800000 12.800000 2.410000 532.000000
Karnov Group 9 -0.330000 539.100000 3.100000 0.580000 536.000004
Fastighetsbolag. Emilshus Pref 21 -0.370000 564.900000 2.900000 0.520000 562.000005
CTEK 13 1.280000 536.770000 2.770000 0.520000 533.999999
Swedbank A 3 -0.340000 565.350000 1.350000 0.240000 564.000000
Securitas B 6 1.210000 570.840000 0.840000 0.150000 570.000000
Samhällsbyggnadsbo. i Norden D 12 2.190000 246.240000 0.240000 0.100000 246.000000
Creaspac SPAC 6 -0.210000 576.600000 -0.400000 -0.070000 577.000002
Midsona B 63 3.710000 580.860000 -2.140000 -0.370000 582.999984
Handelsbanken A 5 -0.140000 543.250000 -2.750000 -0.500000 546.000000
Essity B 2 -2.290000 564.200000 -9.800000 -1.710000 574.000000
Nordea Bank Abp 29 -0.270000 3439.400000 -14.600000 -0.420000 3453.999992
Essity A 4 -1.740000 1130.000000 -19.000000 -1.650000 1149.000000
Sampo Oyj SDB 7 -0.550000 3822.000000 -28.000000 -0.730000 3850.000000
International Petroleum Corp. 5 2.650000 562.500000 -32.070000 -5.390000 594.565215
Vivesto 1368 -0.930000 551.300000 -61.700000 -10.070000 612.999432
Axfood 13 0.250000 3669.900000 -86.100000 -2.290000 3756.000001
OX2 18 -0.560000 1440.900000 -223.100000 -13.410000 1663.999992
Fasadgruppen Group 35 0.400000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 3.070000 2969.200000 -392.800000 -11.680000 3361.999992
TOTAL 46528.930000 -359.640000 -1.4518% 46888.564618

Updated:¶

'2023-01-23 12:55:13.439325'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶